+923.2%
CME vs HCA
+2,058.6%
-1,135.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +3.9% | +0.8% | +3.1% | +3.8% |
| 30D | +11.3% | +6.1% | +5.3% | +9.8% |
| 3M | +19.6% | +21.4% | -1.9% | +14.5% |
| 6M | +8.1% | +17.2% | -9.1% | +4.0% |
| YTD | +20.4% | +7.5% | +12.9% | +17.3% |
| 1Y | +16.5% | +6.2% | +10.3% | +13.7% |
| 3Y | +66.4% | +122.0% | -55.6% | +35.7% |
| 5Y | +74.5% | +112.2% | -37.7% | +40.4% |
| 10Y | +308.5% | +675.7% | -367.2% | +138.7% |
| All | +923.2% | +2,058.6% | -1,135.4% | +336.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling